Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise
Figure 1
Curve estimation of data with correlated noise: (a) fitted by level-dependent thresholding, (b) fitted by the method of Kovac and Silverman [5], (c) fitted by the first proposed method, and (d) fitted by the second proposed method. The black line is the fitted curve, while the red is the true function.